Professor Bruce Vanstone
Head of Bangor Business School

- Cyhoeddwyd
Empirical validation of ELM trained neural networks for financial modelling
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1581-1605 25 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Do initial stop-losses stop losses?
Vanstone, B. J., 2008, Yn: The Australasian Journal of Applied Finance. 4, t. 5-8 4 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Do Wall Street fundamentals work in the ASX200?
Vanstone, B. J. & Agrawal, A., 2006, Yn: The Australasian Journal of Applied Finance. 4, t. 2-7 6 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Do News and Sentiment play a role in Stock Price Prediction?
Vanstone, B. J., Gepp, A. & Harris, G., 1 Tach 2019, Yn: Applied Intelligence. 49, 11, t. 3815-3820 6 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Developing high frequency foreign exchange trading systems
Vanstone, B. J., Hahn, T. & Finnie, G., 2012, Proceedings of the 25th Australasian Finance & Banking Conference. Moshirian, F. (gol.). Australia: Australian School of Business, University of New South WalesAllbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
- Cyhoeddwyd
Detecting Financial Statement Fraud: An Alternative Evaluation of Automated Tools Using Portfolio Performance
Yee, A., Gepp, A., Kumar, K., Todd, J. & Vanstone, B., Meh 2024, Yn: Journal of Forensic and Investigative Accounting. 16, 1, 13 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Designing stock market trading systems: With and without soft computing
Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.Allbwn ymchwil: Llyfr/Adroddiad › Llyfr
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Designing short term trading systems with artificial neural networks
Vanstone, B., Finnie, G. & Hahn, T., 2009, Advances in Electrical Engineering and Computational Science. Cyfrol 39 LNEE. t. 401-409 9 t. (Lecture Notes in Electrical Engineering).Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
- E-gyhoeddi cyn argraffu
Deep learning applications in investment portfolio management: a systematic literature review
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., 18 Rhag 2023, (E-gyhoeddi cyn argraffu) Yn: Journal of Accounting Literature.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Dead cat bounce [radio interview]: Interviewed by Annamarie Reyes for the 2SER FM Radio program: On the Money: Word of the Week, 5 August, 2013
Vanstone, B. J., 5 Awst 2013Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall
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Data Characteristics for High-Frequency Trading Systems
Vanstone, B. & Hahn, T., 4 Chwef 2015, Handbook of High Frequency Trading. Gregoriou, G. N. (gol.). Netherlands: Elsevier, t. 47-57 11 t.Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
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Creating trading systems with fundamental variables and neural networks: The Aby case study
Vanstone, B., Finnie, G. & Hahn, T., Rhag 2012, Yn: Mathematics and Computers in Simulation. 86, t. 78-91 14 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Creating short-term stockmarket trading strategies using artificial neural networks: A case study
Vanstone, B. & Hahn, T., 2008, WORLD CONGRESS ON ENGINEERING 2008, VOLS I-II. Ao, S., Gelman, L., Hukins, D., Hunter, A. & Korsunsky, A. (gol.). INT ASSOC ENGINEERS-IAENG, t. 80-84 5 t. (Lecture Notes in Engineering and Computer Science).Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
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Consumption pattern, financial literacy and financial well-being: the course of retirement
Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., 1 Gorff 2018.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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Combining technical analysis and neural networks in the Australian stockmarket
Vanstone, B. & Finnie, G., 2006, Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. del Pobil, A. P. (gol.). t. 125-130 6 t.Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
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Bond Business School, Bond University and intelliHQ
Vanstone, B. J. & Gepp, A., 21 Gorff 2017.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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Big Data and ICU scoring systems
Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Gorff 2017.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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Automatically Generating and Solving Eternity II Style Puzzles
Harris, G., Vanstone, B. J. & Gepp, A., 30 Mai 2018, Recent Trends and Future Technology in Applied Intelligence - 31st International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2018, Proceedings. Mouhoub, M., Sadaoui, S., Ait Mahomed, O. & Ali, M. (gol.). Germany: Springer, t. 626-632 7 t. (Lecture Notes in Computer Science (LNCS)).Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
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Australian momentum: Performance, capacity and the GFC effect
Vanstone, B. J. & Hahn, T., 1 Maw 2017, Yn: Accounting and Finance . 57, 1, t. 261-287 27 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Applying fundamental analysis and neural networks in the Australian Stockmarket
Vanstone, B. J., Finnie, G. & Tan, C., 2004, t. 206-211.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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An empirical methodology for developing stockmarket trading systems using artificial neural networks
Vanstone, B. & Finnie, G., 1 Ebr 2009, Yn: Expert Systems with Applications. 36, 3 PART 2, t. 6668-6680 13 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Advancing Tourism Demand Forecasting: A practical high-frequency framework
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Medi 2024.Allbwn ymchwil: Cyfraniad at gynhadledd › Crynodeb › adolygiad gan gymheiriaid
- Cyhoeddwyd
Advancing Smart Tourism Destinations: High-Resolution Data in Tourism Demand Forecasting
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Medi 2024.Allbwn ymchwil: Cyfraniad at gynhadledd › Crynodeb › adolygiad gan gymheiriaid
- Cyhoeddwyd
Adapting deep learning models between regional markets
Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1483–1492Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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A survey of the application of soft computing to investment and financial trading
Vanstone, B. J. & Tan, C., 2003, Proceedings of the Eighth Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003). Lovell, B. C., Campbell, D. A., Fookes, C. B. & Maeder, A. J. (gol.). The Australian Pattern Recognition Society, t. 211-216 6 t.Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd › adolygiad gan gymheiriaid
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A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
Stephenson, J., Vanstone, B. J. & Hahn, T., Rhag 2021, Yn: Computational Economics. 58, 4, t. 943-964Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid